Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-20 0.559879 0.628123 0.705066 0.799000 0.911627 1.043680 1.212265
2024-10-27 0.475706 0.558233 0.657616 0.788244 0.958748 1.178715 1.492715
2024-11-03 0.436812 0.531765 0.652557 0.821809 1.060361 1.397431 1.936236
2024-11-10 0.412461 0.518504 0.660145 0.870633 1.189957 1.684414 2.576847
2024-11-17 0.381619 0.491893 0.644978 0.883642 1.268931 1.915848 3.225105
2024-11-24 0.352288 0.463486 0.622864 0.881657 1.322797 2.120247 3.923496
2024-12-01 0.319314 0.426278 0.583148 0.845575 1.311576 2.203756 4.413569
2024-12-08 0.291993 0.394718 0.548394 0.812297 1.298409 2.279728 4.934258
2024-12-15 0.279626 0.384204 0.544772 0.830294 1.383146 2.585640 6.295745
2024-12-22 0.277144 0.388319 0.564496 0.891620 1.566748 3.189256 9.252184
2024-12-29 0.267449 0.380144 0.562948 0.913642 1.674201 3.656794 12.453763
2025-01-05 0.252649 0.362559 0.543667 0.898929 1.696503 3.901451 15.095533
2025-01-12 0.237826 0.344897 0.524418 0.885466 1.728682 4.227358 19.298979
2025-01-19 0.222272 0.324898 0.499238 0.856619 1.717333 4.414255 23.330731
2025-01-26 0.215941 0.319865 0.500371 0.882696 1.854481 5.226105 37.484185
2025-02-02 0.212483 0.319395 0.509741 0.928165 2.060962 6.521344 74.874691
2025-02-09 0.204735 0.310840 0.502980 0.936436 2.164276 7.487026 135.825324
2025-02-16 0.196036 0.299986 0.490773 0.930225 2.222132 8.304984 248.339446
2025-02-23 0.184296 0.282988 0.465189 0.888721 2.154599 8.345693 329.550646
2025-03-02 0.173882 0.267856 0.442310 0.851356 2.093395 8.396607 452.463287
2025-03-09 0.169863 0.264107 0.441883 0.869402 2.229916 9.969926 2175.564513
2025-03-16 0.170373 0.268663 0.458677 0.934007 2.565287 13.891049 NaN
2025-03-23 0.166966 0.265660 0.459467 0.956887 2.752833 17.187424 NaN